+143.3%
ALB vs CDW
+903.1%
-759.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | -8.1% | +3.2% | -11.2% | -9.6% |
| 30D | +6.3% | +9.3% | -3.0% | +0.7% |
| 3M | -23.6% | +9.8% | -33.4% | -28.8% |
| 6M | -24.6% | +23.3% | -48.0% | -36.4% |
| YTD | -10.3% | +13.7% | -23.9% | -21.7% |
| 1Y | +61.5% | -6.5% | +67.9% | +57.2% |
| 3Y | -34.0% | -25.2% | -8.7% | -27.4% |
| 5Y | -44.6% | -19.5% | -25.1% | -42.1% |
| 10Y | +76.1% | +285.8% | -209.7% | +0.3% |
| All | +143.3% | +903.1% | -759.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling